+132.0%
GLW vs ECHO
+14.6%
+117.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +4.0% | +3.5% | +6.3% |
| 7D | +14.0% | +8.6% | +5.4% | +11.3% |
| 30D | +0.4% | +3.8% | -3.4% | -0.6% |
| 3M | -11.3% | -19.9% | +8.6% | -8.1% |
| 6M | +35.1% | -12.1% | +47.1% | +35.1% |
| YTD | +90.5% | -14.1% | +104.6% | +91.1% |
| 1Y | +132.0% | +15.9% | +116.2% | +122.2% |
| All | +132.0% | +14.6% | +117.4% | +122.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ECHO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling